NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	84.30	85.27	0.97	1.2%	80.59
High	85.41	85.44	0.03	0.0%	85.41
Low	84.30	84.69	0.39	0.5%	79.84
Close	85.41	84.93	-0.48	-0.6%	85.41
Range	1.11	0.75	-0.36	-32.4%	5.57
ATR	1.15	1.12	-0.03	-2.5%	0.00
Volume	7,180	8,018	838	11.7%	28,633

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.27	86.85	85.34
R3	86.52	86.10	85.14
R2	85.77	85.77	85.07
R1	85.35	85.35	85.00	85.19
PP	85.02	85.02	85.02	84.94
S1	84.60	84.60	84.86	84.44
S2	84.27	84.27	84.79
S3	83.52	83.85	84.72
S4	82.77	83.10	84.52

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.26	98.41	88.47
R3	94.69	92.84	86.94
R2	89.12	89.12	86.43
R1	87.27	87.27	85.92	88.20
PP	83.55	83.55	83.55	84.02
S1	81.70	81.70	84.90	82.63
S2	77.98	77.98	84.39
S3	72.41	76.13	83.88
S4	66.84	70.56	82.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.44	80.80	4.64	5.5%	0.94	1.1%	89%	True	False	6,219
10	85.44	79.39	6.05	7.1%	0.91	1.1%	92%	True	False	5,853
20	85.44	79.39	6.05	7.1%	0.79	0.9%	92%	True	False	5,487
40	85.46	75.91	9.55	11.2%	0.78	0.9%	94%	False	False	4,321

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.63
2.618	87.40
1.618	86.65
1.000	86.19
0.618	85.90
HIGH	85.44
0.618	85.15
0.500	85.07
0.382	84.98
LOW	84.69
0.618	84.23
1.000	83.94
1.618	83.48
2.618	82.73
4.250	81.50

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	85.07	84.74
PP	85.02	84.55
S1	84.98	84.36

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These figures are updated between 7pm and 10pm EST after a trading day.

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